Results 91 to 100 of about 111,281 (343)
The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices [PDF]
Recent developments allow a nonparametric separation of the continuous sample path component and the jump component of realized volatility. The jump component has very different time series properties than the continuous component, and accounting for ...
Bent Jesper Christensen +1 more
core
2D Multifunctional Spin‐Orbit Coupled Dirac Nodal Line Materials
Advanced Functional Materials, EarlyView.A total of 473 nonmagnetic and antiferromagnetic 2D spin‐orbit coupled Dirac nodal line materials are screened, spanning 5 layer groups and 12 magnetic space groups. Furthermore, it integrates their topological properties with electride, multiferroic, and magnetic characteristics, revealing unique systems with expanded functionalities and promising ...
Weizhen Meng +7 more
wiley +1 more source
Dynamic Network Connectedness of Bitcoin Markets: Evidence from Realized Volatility
Frontiers in Physics, 2020 In this paper, we explore the volatility spillovers across different Bitcoin markets. We decompose the realized volatility into common and idiosyncratic volatilities, as well as the good and bad volatilities.
Shuanglian Chen, Hao Dong
doaj +1 more source
Advanced Functional Materials, EarlyView.Electric control of magnetic tunnel junctions offers a path to drastically reduce the energy requirements of the device. Electric field control of magnetization can be realized in a multitude of ways. These mechanisms can be integrated into existing spintronic devices to further reduce the operational energy.
Will Echtenkamp +7 more
wiley +1 more source
Long Seasonal Cycle Modeling: the Case of Realized Volatility [PDF]
Statistika: Statistics and Economy Journal, 2018 Time series with long seasonal periods are very common. Several methods have been proposed for modeling of long seasonal cycles, the most commonly used ones being those based on basis expansion. In this paper, we present and discuss these methods.
Jiří Procházka +3 more
doaj
Journal of Business Economics and Management, 2014 This study examines the information content of implied volatility, using the options of the underlying S&P CNX Nifty index. In this study, implied, historical and realized volatilities are calculated using non-overlapping monthly at-the-money samples ...
Puja Padhi, Imlak Shaikh
doaj +1 more source
Advanced Functional Materials, EarlyView.The versatile precursor‐assisted soft sphere close packing during slot‐die coating is investigated with in situ X‐ray scattering. The soft crystallization pathways towards a close packing involve multistep structural transitions such as surface nucleation, in‐plane, and out‐of‐plane crystallization.
Guangjiu Pan +14 more
wiley +1 more source
Realized Volatility Risk [PDF]
, 2013 In this paper we document that realized variation measures constructed from highfrequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in ...
David E. Allena +5 more
core +4 more sources
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. [PDF]
Financ Innov, 2023 Bouri E, Salisu AA, Gupta R.
europepmc +1 more source
Double Helical Plasmonic Antennas
Advanced Functional Materials, EarlyView.Plasmonic double helical antennas funnel circularly polarized light to the nanoscale, offering strong chiroptical interaction and directional light emission. Extending a single helix design tool, this study combines numerical modeling with experimental validation, revealing large, broadband dissymmetry factors in the visible range.
Aleksei Tsarapkin +7 more
wiley +1 more source